+1,227.8%
BE vs XHB
+34.8%
+1,193.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -1.3% |
| 7D | +23.9% | -1.9% | +25.8% | +26.2% |
| 30D | +27.8% | -8.3% | +36.2% | +39.0% |
| 3M | +3.7% | -7.1% | +10.9% | +10.8% |
| 6M | +78.0% | -5.3% | +83.2% | +85.7% |
| YTD | +209.9% | -3.2% | +213.1% | +212.7% |
| 1Y | +389.6% | -13.9% | +403.5% | +454.7% |
| 3Y | +1,730.6% | +24.9% | +1,705.7% | +1,137.5% |
| 5Y | +1,227.8% | +34.5% | +1,193.3% | +734.4% |
| All | +1,227.8% | +34.8% | +1,193.0% | +734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling